题目
American put option values increase as a result of increases in which of the following factors? I Volatility II Dividends III Stock Price IV Time to expiration
选项
A.I, II, and IV only
B.I, III, and IV only
C.II and IV only
D.I and III only
答案
A
解析
American put option values decrease as stock prices increase.当股票价格上升，美式看跌期权下降。